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Ditemukan 162 dokumen yang sesuai dengan query
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New York: Academic Press, 1978
519.2 PRO
Buku Teks  Universitas Indonesia Library
cover
Abstrak :
Since the early eighties, Ali Suleyman Ustunel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave exciting talks in honor of his 60th birthday. The present volume includes scientific contributions from this workshop. Probability theory is first and foremost aimed at solving real-life problems containing randomness. Markov processes are one of the key tools for modeling that plays a vital part concerning such problems. Contributions on inventory control, mutation-selection in genetics and public-private partnerships illustrate several applications in this volume. Stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Two of the contributions analyze examples that share a focus on probabilistic tools, namely stochastic analysis and stochastic calculus. Three other papers are devoted more to the theoretical development of these aspects.
Berlin: Springer-Verlag, 2012
e20419574
eBooks  Universitas Indonesia Library
cover
Parzen, Emanuel, 1929-
Abstrak :
This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions. Stochastic Processes is ideal for a course aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes. Originally published in 1962, this was the first comprehensive survey of stochastic processes requiring only a minimal background in introductory probability theory and mathematical analysis. Stochastic Processes continues to be unique, with many topics and examples still not discussed in other textbooks. As new fields of applications (such as finance and DNA analysis) become important, researchers will continue to find the fundamental and accessible topics explained in this book essential background for their research.
Philadelphia: Society for Industrial and Applied Mathematics, 1999
e20450875
eBooks  Universitas Indonesia Library
cover
Abstrak :
Research on algorithms and applications of stochastic programming, the study of procedures for decision making under uncertainty over time, has been very active in recent years and deserves to be more widely known. This is the first book devoted to the full scale of applications of stochastic programming and also the first to provide access to publicly available algorithmic systems. The 32 contributed papers in this volume are written by leading stochastic programming specialists and reflect the high level of activity in recent years in research on algorithms and applications. The book introduces the power of stochastic programming to a wider audience and demonstrates the application areas where this approach is superior to other modeling approaches.
Philadelphia : Society for Industrial and Applied Mathematics, 2005
e20443004
eBooks  Universitas Indonesia Library
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Bhattacharya, Rabi N.
Abstrak :
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes.
Philadelphia: Society for Industrial and Applied Mathematics, 2009
e20443273
eBooks  Universitas Indonesia Library
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King, Alan J.
Abstrak :
While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are.
New York: [, Springer], 2012
e20418916
eBooks  Universitas Indonesia Library
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Grigoriu, Mircea
Abstrak :
The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents, a clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis, probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences, practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions.
London : Springer-Verlag , 2012
e20418757
eBooks  Universitas Indonesia Library
cover
Ema Savitri
Abstrak :
Angkutan umum/bis merupakan salah satu mode angkutan umum yang sangat dibutuhkan oleh sejumlah besar masyarakat terutama golongan menengah ke bawah. Permasalahan pokok yang dihadapi oleh pemakai jasa /user adalah tidak adanya waktu keberangkatan angkutan umum/bis yang tepat, sehingga mempengaruhi waktu perjalanan, waktu tunggu dan sebagainya, Berta cenderung akan mengharapkan jumlah bis yang beroperasi lebih banyak, karena semakin banyak bis yang beroperasi akan semakin cepat waktu keberangkatannya dan semakin kecil waktu tunggunya. Sedangkan permasalahan dari pihak operator/pengelola angkutan umum, akan cenderung untuk membatasi jumlah angkutan umum/bis pada tingkat pelayanan yang paling menguntungkan. Pendekatan model yang digunakan untuk pemecahan masalah adalah dengan melakukan optimasi pada proses penjadualan angkutan umum/bis berdasarkan waktu keberangkatan bis yang optimal dengan proses yang dinamik. Dengan mengetahui waktu keberangkatan bis yang optimal, maka didapat besar probabilitas penumpang yang dapat naik pada bis yang pertama kali datang di suatu pemberhentian, setelah kedatangannya penumpang tersebut di suatu pemberhentian tersebut. Model yang digunakan untuk pemecahan masalah adalah pengembangan model yang dikemukanan oleh Yosef Sheffi dan Morihisa Sugiyama, yang dikembangkan kembali oleh Dr.Ir. Sutanto Soehodho, MEng (1992). Pengembangan model tersebut mencakup metode untuk penjadualan waktu keberangkatan bis pada rute tunggal. Masalah formulasi program matematika dibatasi dengan kapasitas angkutan umum/bis, jumlah pemberhentian/halte dan jumlah armada yang dibutuhkan. Sedangkan tingkat kedatangan penumpang disetiap pemberhentian/halte, probability perpindahan anal tujuan penumpang dan waktu perjalanan armada dari suatu pemberhentian ke pemberhentian lain dibuat secara asumsi data. Sebagai solusinya digunakan prosedur dari "Dynamic Programming. Sehingga didapat optimasi penjadualan berdasarkan permintaan stokastik (Stochastic Demand). Studi kasus dalam pemecahan masalah dipilih Angkutan umum/bis dengan rute tunggal dengan jumlah bis yang optimal didapat sebesar 3 bis. Hasil analisa menunjukan bahwa waktu keberangkatan yang optimal yang didapat dengan menggunakan "Dynamic Programming" adalah sebagai berikut : Untuk bis yang pertama mempunyai selang waktu selama 23 menit dari waktu yang dijadualkan. Sedangkan untuk bis yang kedua mempunyai selang waktu 14 menit dari bis yang pertama dan untuk bis yang ketiga mempunyai selang waktu 23 merit dengan bis yang kedua. Adapun hasil dari Program Dinamik tersebut, maka didapatkan waktu keberangkatan yang menghasilkan harga Probabilitas Kejadian X yang optimal yaitu kejadian dimana penumpang dapat naik pada bis yang pertama kali datang di suatu pemberhentian, setelah kedatangannya penumpang tersebut di suatu pemberhentian tersebut.
Depok: Fakultas Teknik Universitas Indonesia, 2002
T8086
UI - Tesis Membership  Universitas Indonesia Library
cover
Tri Wicaksono
Abstrak :
Inversi seismik deterministik sudah banyak digunakan dalam lapangan eksplorasi dan pengembangan. Metode ini digunakan sebagai salah satu cara untuk karakterisasi reservoir dengan menghilangkan efek wavelet sehingga dapat membantu interpreter untuk memetakan struktur bawa permukaan dengan lebih baik. Akan tetapi, metode ini memiliki limitasi karena menggunakan impedansi rata-rata dari layer seismik dimana pada umumnmya nilai impendansi lebih kecil daripada impedansi data sumur sehingga dihasilkan model inversi yang tidak sesuai. Metode inversi stokastik menggunakan konsep geostatistikal, dimana variogram berperan penting dalam menghasilkan output yang sesuai. Pada inversi stokastik dihasilkan banyak realisasi inversi yang digunakan sebagai basis dalam analisis uncertainty, tiap realisasi akan sama pada tiap lokasi sumur yang digunakan namun akan berubah seiring dengan bertambahnya jarak spasial dari lokasi sumur. Metode inversi stokastik akan diaplikasikan pada lapangan gas “K” yang terletak di lepas pantai cekungan Bonaparte, Indoensia Timur. Data yang tersedia antara lain, sebagian dari 3D PSTM angle gather dengan luasan 1,300 km2, 3 sumur dengan data P-Sonic, S-Sonic, densitas, Gamma Ray, dan log resistivitas. Tambahan data berupa report komplesi dan report well testing tersedia untuk beberapa sumur. Lapangan gas “K” terletak pada undeformed continental margin Australia yang melampar kearah lndonesia, dimana secara geologi lapangan “K” terletak pada area Timur dari Sahul Platform dan memiliki struktur berupa tiltef fault block. Lapangan ini memiliki reservoir batupasir formasi Plover yang tersaturasi gas dengan hidrokarbon kolom cukup signifikan, dimana reservoir terdeposisi pada lingkungan shallow marine pada umur Middle Jurasic. Target utama pada lapangan gas “K” merupakan strukutural trap berupa horst block, tilted fault block yang berada dibawah sub-unconformity di umur Palaezoic. Penerapan metode inversi stokastik pada lapangan gas “K” menghasilkan kelebihan yang cukup signifikan dibandingkan dengan inversi deterministik. Reservoir pada lapangan gas “K” terdiri dari batupasir dengan persilangan shale tipis. Metode inversi stokastik dapat membedakan antara batupasir yang tersaturasi gas dengan intraformational shale tipis yang tidak teresolusi oleh seismik dan inversi deterministik. Hasil realisasi dapat digunakan untuk analisis uncertainty dengan probabilitas P10, P50, dan P90 dari facies yang dihasilkan. ......Deterministic seismik inversion method has been successfully used in various projects in exploration and development. This method enables the interpreter to get better understanding of subsurface by omitting the wavelet and tuning effects therefore quantitative reservoir properties can be generated. However, this method has significant limitation by generating average impedances of each layer, and the range of values is smaller than the impedance from the wells therefore the inversion will not produce results that are not within the calibration range. Stochastic seismik inversion is done by conditioning well data and reproducing spatially varying statistics using variogram which could overcome the deterministic limitation. This method generates multiple realizations of high-frequency elastic properties that are consistent with both seismik amplitude and well data. In such instances, stochastic seismik inversion method could provide the uncertainties associated with the models that have been generated. The proposed method is applied in “K” gas field which located in the offshore Bonaparte Basin, Eastern Indonesia. The available dataset for this work includes : part of PSTM 3D which cover 1,300 km2 in angle gather, and 3 wells with compressional sonic, shear sonic, density, gamma ray, and resistivity logs. Additional well completion and well testing reports are available for some wells. Geologically, the “K” field is located within relatively undeformed Australian continental margin that extends into Indonesian waters. It lies on the eastern extremity of the Sahul Platform and occupies a large tilted fault block bounded to the east and south by the Calder-Malita Grabens. This field contains a significant gas column, reservoired within shallow marine, highly mature, quartzose sandstone of the Middle Jurassic Plover Formation. Potential targets in the area may be large folds, horst blocks, tilted fault blocks ad sub-unconformity traps in the Palaeozoic section. The application of stochastic seismik inversion showed significant benefits compared to deterministic especially in “K” gas field where the reservoirs are stacked sandstone with intraformational shale. Some of the reservoir and all the intraformational shales are below seismik resolution. Stochastic seismic inversion able to distinguish those features, in addition the inverted volumes with multiple realizations with ranking criteria for P10, P50, and P90 of facies could be utilized to reduce the risk associated with exploration plan and field development.
Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2020
T-Pdf
UI - Tesis Membership  Universitas Indonesia Library
cover
Aris Wobowo
Abstrak :
Stochastic Frontier Analysis dikembangkan sebagai model pengukuran efisiensi yang mempunyai metode econometric dan parametric. Data yang digunakan dapat bcrupa cross sectional data atau panel data, semakin banyak data yang tersedia maka pengukuran akan semakin akurat. Stochastic Frontier Analysis telah banyak digunakan dalam pengukuran efisiensi pada berbagai industri. Dalam penelitian dilakukan analisis kinerja pada 12 perusahaan di sektor pertambangan dengan menggunakan balanced panel data periode waktu mulai tahun 2003 sampai dengan tahun 2006. Sektor pertambangan sendiri terbagi dalam empat sub sektor yaitu batu bara, minyak dan gas bumi, logam dan mineral lainnya, dan batu-batuan Penggunaan Stochastic Frontier Analysis diharapkan dapat memberikan estimasi pengukuran efisiensi yang lebih baik, karena tidak menggunakan salah satu perusahaan sebagai benchmark. Dalam karya akhir ini akan diteliti pula pengaruh explanatory variable pada kinerja efisiensi perusahaan. Variabel-variabel tersebut adalah Size, hutang jangka panjang, umur perusahaan, ownership dan sub-sektor pertambangan. Variabel Ownership akan dibagi antara perusahaan milik Pemerintah RI dan perusahaan milik swasta, sedangkan sub-sektor pertambangan akan dibagi menjadi kelompok energi dan non energi. ......Stochastic Frontier Analysis has developed as a model for measuring efficiency of production which has an econometric and parametric method. The model can be used for cross sectional data or panel data. The availability of supporting data can make a better estimation of the technical efficiency. Stochastic Frontier Analysis has been used in many researches in some industries. In this research, 12 mining companies in Indonesia have been measured. The data used are balanced panel data with the period of 2003 until 2006. The mining sector itself is divided into 4 sub-sector, which are cgal mining, crude petroleum and natural gas production, metal and mineral mining) and land I stone quarrying. The measurement using Stochastic Frontier Analysis is expected to be more adequate than other method, because Stochastic Frontier Analysis does not use one of the company as a benchmark. In this research, it will also use some explanatory variable that can affect the technical efficiency. These variables are size, risk, age. ownership and mining sub-sector. Ownership variable will be divided into government and private owner. While the mining sub-sector variable will be divided into energy group and non energy group.
Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2008
T 25557
UI - Tesis Open  Universitas Indonesia Library
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